//==================================================== file = genhyp2.c ===== //= Program to generate hyperexponentially distributed interarrival times = //= - Generates delta time stamps (using Morse's method) = //=========================================================================== //= Notes: 1) Writes to a user specified output file = //= * File format is = //= 2) Takes as input the mean arrival rate and the CoV = //= 3) Generates samples for user specified time period = //=-------------------------------------------------------------------------= //= Example user input: = //= = //= ----------------------------------------- genhyp.c ----- = //= - Program to generate hyperexponentially distributed - = //= - interarrival times for a given CoV. - = //= -------------------------------------------------------- = //= Output file name ===================================> output.dat = //= Random number seed =================================> 1 = //= Arrival rate in customers per second (lambda) ======> 1.0 = //= Desired coefficent of variation (CoV > 1) ==========> 2.0 = //= Time period to generate interarrival times =========> 20.0 = //= -------------------------------------------------------- = //= - Generating samples to file - = //= -------------------------------------------------------- = //= -------------------------------------------------------- = //= - Done! = //= -------------------------------------------------------- = //=-------------------------------------------------------------------------= //= Example output file ("output.dat" for above): = //= = //= 8.999251 = //= 0.439236 = //= 0.855896 = //= 1.718401 = //= 0.038058 = //= 0.369126 = //= 1.896041 = //= 2.819142 = //= 2.742466 = //= 1.524527 = //=-------------------------------------------------------------------------= //= Build: bcc32 genhyp2.c = //=-------------------------------------------------------------------------= //= Execute: genhyp2 = //=-------------------------------------------------------------------------= //= Author: Kenneth J. Christensen = //= University of South Florida = //= WWW: http://www.csee.usf.edu/~christen = //= Email: christen@csee.usf.edu = //=-------------------------------------------------------------------------= //= History: KJC (12/17/98) - Genesis = //= KJC (05/20/03) - Added Jain's RNG for finer granularity = //= KJC (06/29/03) - Renamed to genhyp2.c = //=========================================================================== //----- Include files ------------------------------------------------------- #include // Needed for printf() #include // Needed for exit() and ato*() #include // Needed for log() //----- Function prototypes ------------------------------------------------- double hyper(double x, double cov); // Returns a hyperexponential rv double rand_val(int seed); // Jain's RNG //===== Main program ======================================================== void main(void) { FILE *fp; // File pointer to output file char file_name[256]; // Output file name string char temp_string[256]; // Temporary string variable double lambda; // Mean of arrival rate double cov; // Coefficient of variation double hyp_rv; // Hyperxponential random variable double time_period; // Time period to generate arrival samples double sum_time; // Sum of time up to now int i; // Loop counter // Output banner printf("---------------------------------------- genhyp2.c ----- \n"); printf("- Program to generate hyperexponentially distributed - \n"); printf("- interarrival times for a given CoV. - \n"); printf("-------------------------------------------------------- \n"); // Prompt for output filename and then create/open the file printf("Output file name ===================================> "); scanf("%s", file_name); fp = fopen(file_name, "w"); if (fp == NULL) { printf("ERROR in creating output file (%s) \n", file_name); exit(1); } // Prompt for random number seed and then use it printf("Random number seed =================================> "); scanf("%s", temp_string); rand_val((int) atoi(temp_string)); // Prompt for mean arrival rate (lambda) printf("Arrival rate in customers per second (lambda) ======> "); scanf("%s", temp_string); lambda = atof(temp_string); // Prompt for coefficent of variation (cov) printf("Desired coefficent of variation (CoV > 1) ==========> "); scanf("%s", temp_string); cov = atof(temp_string); // Prompt for time period (seconds) to generate samples printf("Time period to generate interarrival times =========> "); scanf("%s", temp_string); time_period = atof(temp_string); //Output message and generate interarrival times printf("-------------------------------------------------------- \n"); printf("- Generating samples to file - \n"); printf("-------------------------------------------------------- \n"); // Generate and output interarrival times sum_time = 0.0; while(1) { hyp_rv = hyper((1.0 / lambda), cov); fprintf(fp, "%f \n", hyp_rv); sum_time = sum_time + hyp_rv; if (sum_time >= time_period) break; } //Output message and close the output file printf("-------------------------------------------------------- \n"); printf("- Done! \n"); printf("-------------------------------------------------------- \n"); fclose(fp); } //=========================================================================== //= Function to generate hyperexponentially distributed random variables = //= Uses Morse's method taken from SMPL from Simulating Computer Systems = //= Systems, Techniques and Tools by M. H. MacDougall (1987) = //= - Input: Mean value of distribution and coefficient of variation = //= - Output: Returns with hyperexponentially distributed rv = //=========================================================================== double hyper(double x, double cov) { double p; // Probability value for Morse's method double z1, z2; // Uniform random numbers from 0 to 1 double hyp_value; // Computed exponential value to be returned double temp; // Temporary double value // Pull a uniform random number (0 < z1 < 1) do { z1 = rand_val(0); } while ((z1 == 0) || (z1 == 1)); // Pull another uniform random number (0 < z2 < 1) do { z2 = rand_val(0); } while ((z2 == 0) || (z2 == 1)); // Compute hyperexponential random variable using Morse's method temp = cov*cov; p = 0.5 * (1.0 - sqrt((temp - 1.0) / (temp + 1.0))); if (z1 > p) temp = x / (1.0 - p); else temp = x / p; hyp_value = -0.5 * temp * log(z2); return(hyp_value); } //========================================================================= //= Multiplicative LCG for generating uniform(0.0, 1.0) random numbers = //= - x_n = 7^5*x_(n-1)mod(2^31 - 1) = //= - With x seeded to 1 the 10000th x value should be 1043618065 = //= - From R. Jain, "The Art of Computer Systems Performance Analysis," = //= John Wiley & Sons, 1991. (Page 443, Figure 26.2) = //========================================================================= double rand_val(int seed) { const long a = 16807; // Multiplier const long m = 2147483647; // Modulus const long q = 127773; // m div a const long r = 2836; // m mod a static long x; // Random int value long x_div_q; // x divided by q long x_mod_q; // x modulo q long x_new; // New x value // Set the seed if argument is non-zero and then return zero if (seed > 0) { x = seed; return(0.0); } // RNG using integer arithmetic x_div_q = x / q; x_mod_q = x % q; x_new = (a * x_mod_q) - (r * x_div_q); if (x_new > 0) x = x_new; else x = x_new + m; // Return a random value between 0.0 and 1.0 return((double) x / m); }